EFTA Document EFTA01365396

that have been held for more than 36 months after the date on which they became Defaulted Obligations shall be zero; (ii) the Principal Balance of Collateral Obligations representing the Caa/CCC Excess will be the Caa/CCC Excess Market Value; (iii) the Principal Balance of any Discount Obligation (other than any Discount Obligation that comprises all or a portion of the Caa Excess Amount) will be its purchase price; (iv) any PIK Security that has a Moody's Rating of "Baa3" or higher wi